QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
SamplerVeryFastAnnealing Class Reference

Very Fast Annealing Sampler. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

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Public Member Functions

 SamplerVeryFastAnnealing (Array lower, Array upper, unsigned long seed=SeedGenerator::instance().get())
 
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp)
 

Private Attributes

Array lower_
 
Array upper_
 
std::mt19937 generator_
 
std::uniform_real_distribution< Realdistribution_
 

Detailed Description

Very Fast Annealing Sampler.

For consistency should be used with TemperatureVeryFastAnnealing. Requires that the parameter space be bounded above and below.

Definition at line 176 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ SamplerVeryFastAnnealing()

SamplerVeryFastAnnealing ( Array  lower,
Array  upper,
unsigned long  seed = SeedGenerator::instance().get() 
)

Definition at line 179 of file hybridsimulatedannealingfunctors.hpp.

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Member Function Documentation

◆ operator()()

void operator() ( Array newPoint,
const Array currentPoint,
const Array temp 
)

Definition at line 186 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

◆ lower_

Array lower_
private

Definition at line 202 of file hybridsimulatedannealingfunctors.hpp.

◆ upper_

Array upper_
private

Definition at line 202 of file hybridsimulatedannealingfunctors.hpp.

◆ generator_

std::mt19937 generator_
private

Definition at line 203 of file hybridsimulatedannealingfunctors.hpp.

◆ distribution_

std::uniform_real_distribution<Real> distribution_
private

Definition at line 204 of file hybridsimulatedannealingfunctors.hpp.